"Why MATLAB does not support TAMIL language"
Because of low market value. There are not enough Tamil speaking users to make it cost effective to translate all of the messages and all of the documentation. The only markets that are currently large enough to support are English, Chinese, Japanese, and Korean. There is not even a German version, but the German market is much larger than the Tamil market.
Mathworks is generally a decent company, but if they invest in a Tamil interface they will never recapture the cost, and that means that they would have to do less on improving the product for everyone.